Abel's theorem

Theorem

Let

be a power series with real coefficients a_k with radius of convergence 1. Suppose that the series ∑ k = 0 ∞ a k converges. Then G(x) is continuous from the left at x = 1 , i.e.

The same theorem holds for complex power series G ( z ) = ∑ k = 0 ∞ a k z k , provided that z → 1 within a Stolz sector, that is, a region of the open unit disk where

for some M. Without this restriction, the limit may fail to exist: for example, the power series

converges to 0 at z = 1, but is unbounded near any point of the form e^πi/3n, so the value at z = 1 is not the limit as z tends to 1 in the whole open disk.

Note that G(z) is continuous on the real closed interval [0, t] for t < 1, by virtue of the uniform convergence of the series on compact subsets of the disk of convergence. Abel's theorem allows us to say more, namely that G(z) is continuous on [0, 1].

Remarks

As an immediate consequence of this theorem, if z is any nonzero complex number for which the series ∑ k = 0 ∞ a k z k converges, then it follows that

in which the limit is taken from below.

The theorem can also be generalized to account for infinite sums. If

then the limit from below lim z → 1 − G ( z ) will tend to infinity as well. However, if the series is only known to be divergent, the theorem fails; take for example, the power series for 1 1 + z . The series is equal to 1 − 1 + 1 − 1 + ⋯ at z = 1 , but 1 / ( 1 + 1 ) = 1 / 2 .

Applications

The utility of Abel's theorem is that it allows us to find the limit of a power series as its argument (i.e. z ) approaches 1 from below, even in cases where the radius of convergence, R , of the power series is equal to 1 and we cannot be sure whether the limit should be finite or not. See e.g. the binomial series. Abel's theorem allows us to evaluate many series in closed form. For example, when a k = ( − 1 ) k / ( k + 1 ) , we obtain G a ( z ) = ln ⁡ ( 1 + z ) / z for 0 < z < 1 , by integrating the uniformly convergent geometric power series term by term on [ − z , 0 ] ; thus the series ∑ k = 0 ∞ ( − 1 ) k / ( k + 1 ) converges to ln ⁡ ( 2 ) by Abel's theorem. Similarly, ∑ k = 0 ∞ ( − 1 ) k / ( 2 k + 1 ) converges to arctan ⁡ ( 1 ) = π / 4 .

G a ( z ) is called the generating function of the sequence a . Abel's theorem is frequently useful in dealing with generating functions of real-valued and non-negative sequences, such as probability-generating functions. In particular, it is useful in the theory of Galton–Watson processes.

Outline of proof

After subtracting a constant from a 0 , we may assume that ∑ k = 0 ∞ a k = 0 . Let s n = ∑ k = 0 n a k . Then substituting a k = s k − s k − 1 and performing a simple manipulation of the series results in

Given ε > 0 , pick n large enough so that | s k | < ε for all k ≥ n and note that

when z lies within the given Stolz angle. Whenever z is sufficiently close to 1 we have

so that | G a ( z ) | < ( M + 1 ) ε when z is both sufficiently close to 1 and within the Stolz angle.

Related concepts

Converses to a theorem like Abel's are called Tauberian theorems: There is no exact converse, but results conditional on some hypothesis. The field of divergent series, and their summation methods, contains many theorems of abelian type and of tauberian type.